NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 78.31 77.77 -0.54 -0.7% 81.56
High 78.64 77.59 -1.05 -1.3% 82.22
Low 77.57 77.31 -0.26 -0.3% 76.74
Close 78.31 77.77 -0.54 -0.7% 77.04
Range 1.07 0.28 -0.79 -73.8% 5.48
ATR 1.33 1.31 -0.02 -1.8% 0.00
Volume 2,170 2,336 166 7.6% 14,614
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.40 78.36 77.92
R3 78.12 78.08 77.85
R2 77.84 77.84 77.82
R1 77.80 77.80 77.80 77.91
PP 77.56 77.56 77.56 77.61
S1 77.52 77.52 77.74 77.63
S2 77.28 77.28 77.72
S3 77.00 77.24 77.69
S4 76.72 76.96 77.62
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 95.11 91.55 80.05
R3 89.63 86.07 78.55
R2 84.15 84.15 78.04
R1 80.59 80.59 77.54 79.63
PP 78.67 78.67 78.67 78.19
S1 75.11 75.11 76.54 74.15
S2 73.19 73.19 76.04
S3 67.71 69.63 75.53
S4 62.23 64.15 74.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.64 76.35 2.29 2.9% 0.60 0.8% 62% False False 1,881
10 83.97 76.35 7.62 9.8% 1.02 1.3% 19% False False 2,640
20 84.67 76.35 8.32 10.7% 0.92 1.2% 17% False False 2,477
40 84.95 76.35 8.60 11.1% 0.87 1.1% 17% False False 2,280
60 84.95 70.69 14.26 18.3% 0.84 1.1% 50% False False 2,085
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.78
2.618 78.32
1.618 78.04
1.000 77.87
0.618 77.76
HIGH 77.59
0.618 77.48
0.500 77.45
0.382 77.42
LOW 77.31
0.618 77.14
1.000 77.03
1.618 76.86
2.618 76.58
4.250 76.12
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 77.66 77.97
PP 77.56 77.90
S1 77.45 77.84

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols